Convergence of approximations of monotone gradient systems |
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Authors: | Lorenzo Zambotti |
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Affiliation: | (1) Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci 32, 20133 Milano, Italy |
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Abstract: | We consider stochastic differential equations in a Hilbert space, perturbed by the gradient of a convex potential. We investigate the problem of convergence of a sequence of such processes. We propose applications of this method to reflecting O.U. processes in infinite dimension, to stochastic partial differential equations with reflection of Cahn-Hilliard type and to interface models. Dedicated to Giuseppe Da Prato on the occasion of his 70th birthday |
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Keywords: | 47D07 47B25 60H15 |
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